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Biblioteca de conhecimento

Resumos e ideias principais, escritos pelo agente de investigação da Stratmill, dos livros, artigos científicos, artigos e código consultados pelos nossos agentes de IA. Cada página inclui uma ligação para o original.

Quant Q&A
20,364 documentos
SuperMind
12,226 documentos
OKX Learn
8,431 documentos
Strategy library
7,910 documentos
MQL5 code base
7,090 documentos
BigQuant
3,481 documentos
Bitget Academy
3,298 documentos
MQL5 articles
3,012 documentos
TradingView scripts
1,976 documentos
ProRealCode
1,507 documentos
Deribit Insights
1,232 documentos
Machine Learning for Trading
1,124 documentos
arXiv papers
1,033 documentos
Amberdata research
766 documentos
FMZ forum
682 documentos
FMZ digest
662 documentos
vn.py community
560 documentos
QuantInsti blog
511 documentos
Galaxy Research
340 documentos
QuantStart
246 documentos
Stratmill research code
219 documentos
Robot Wealth
195 documentos
NautilusTrader
191 documentos
Hummingbot docs
181 documentos
Paradigm research
175 documentos
Lumibot
164 documentos
Kraken Learn
163 documentos
Biblioteca de cursos de quant
157 documentos
OctoBot
152 documentos
Cryptohopper blog
144 documentos
Systematic trading blog (Rob Carver)
132 documentos
Qlib
116 documentos
TqSdk
86 documentos
Quantpedia
86 documentos
Hyperliquid docs
79 documentos
Freqtrade
68 documentos
Hudson & Thames
62 documentos
Awesome Systematic Trading
61 documentos
backtrader
54 documentos
vn.py
50 documentos
Binance API docs
45 documentos
Aulas Quantopian
45 documentos
FMZ guides
38 documentos
pysystemtrade
34 documentos
Freqtrade docs
32 documentos
quant-trading
31 documentos
FinRL
28 documentos
Zipline
22 documentos
FMZ live strategies
21 documentos
Jesse
17 documentos
pyfolio
16 documentos
Alphalens
14 documentos
WonderTrader
14 documentos
backtesting.py
11 documentos
Technical Analysis
9 documentos
QTPyLib
8 documentos
QuantRocket
7 documentos
Lumibot strategies
7 documentos
Awesome Quant
1 documentos

Pesquisar na biblioteca

7,910 documentos

Strategy library

This long-only strategy combines Bollinger Bands, RSI, and ATR for mean-reversion trades. It looks for a close below the previous candle’s lower Bollinger Band, alongside a bullish previous candle and an RSI reading at or below 25. It exits when RSI rises…

Indicadores técnicosReversão à médiaVolatilidadeGestão do risco
Strategy library

This strategy generates long entries and exits from crossovers among three configurable moving averages. Traders can select each average’s type, lookback period, price source, and timeframe, and can enable or disable trading for each pair of averages. Upward…

Indicadores técnicosSeguimento de tendênciasExecuçãoDimensionamento de posições
Strategy library

This strategy uses the Commodity Channel Index to identify possible long entries after an extreme reading begins to recover. The entry requires the prior CCI to be below the lower threshold, the current CCI to rise, and the signal candle to close at least…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This strategy scales exposure to SPY using rolling price extremes, with a 200-day moving average as a market-regime filter. When SPY is above that average, a close at a period low increases the target share allocation in increments. A close at a period high…

AçõesSeguimento de tendênciasIndicadores técnicosDimensionamento de posições
Strategy library

This document describes a monitoring script that repeatedly checks several market conditions and logs alerts. It compares recent EMA readings with a configured level, measures the current ticker price against the previous hourly or daily close, and checks…

Indicadores técnicosEstatísticaExecução
Strategy library

This strategy modifies the Vortex Indicator by smoothing its positive and negative lines with an EMA and requiring their spread to pass a threshold before entering. A sufficiently positive spread triggers a long; a sufficiently negative spread triggers a…

CriptoativosFuturosSeguimento de tendênciasIndicadores técnicos
Strategy library

This rules-based strategy uses an 8-period and 21-period EMA crossover to signal call or put positions. A bullish setup also requires price above the 100- and 200-period simple moving averages, MACD above its signal line, and RSI above 50; bearish conditions…

OpçõesSeguimento de tendênciasMomentumIndicadores técnicos
Strategy library

This strategy treats a full candle outside a Bollinger Band as a possible mean-reversion setup. It calculates bands from closing prices, then looks for a long after a bearish candle lies entirely below the lower band, or a short after a bullish candle lies…

CriptoativosFuturosReversão à médiaIndicadores técnicos
Strategy library

This crypto strategy combines a 123 Reversal signal with Qstick, taking a position only when both indicators agree. The reversal component checks recent closing-price turns and applies stochastic fast and slow line conditions around a configurable level.…

CriptoativosFuturosIndicadores técnicosMomentum
Strategy library

The document presents a SuperTrend strategy configured with factor and ATR-period inputs. It plots separate lines for upward and downward directions, then uses the indicator’s direction and recent line movement to decide when to enter or close long and short…

CriptoativosSeguimento de tendênciasIndicadores técnicosTestes históricos
Strategy library

This strategy combines several Supertrend calculations with Bollinger Band breakouts to determine directional entries. It also uses ATR as a volatility filter, aiming to avoid signals in low-volatility conditions. Its configurable design includes multiple…

FuturosIndicadores técnicosVolatilidadeGestão do risco
Strategy library

This crypto strategy excerpt describes a persistent regime classifier that labels market conditions as bullish, bearish, or neutral. It estimates trend persistence with a range and true-range based Hurst proxy, then combines that reading with ADX, RSI,…

CriptoativosIndicadores técnicosSeguimento de tendênciasMicroestrutura de mercado
Strategy library

This strategy combines an ATR-based trailing stop with an EMA trend filter. A long signal occurs when price crosses above the trailing stop while above the EMA; a short signal uses the opposite conditions. The ATR period and sensitivity setting control the…

CriptoativosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This model adapts Turtle-style trend trading through two breakout systems for long and short entries and exits. It sizes units using account capital, a chosen risk fraction, ATR as a volatility measure, and contract point value. A second account calculation…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This trend-following strategy calculates moving averages of highs and lows, then looks for price to cross those bands with a sufficiently large slope. A close above the high-based average, with the required positive slope and additional price conditions,…

CriptoativosFuturosSeguimento de tendênciasRutura de níveis
Strategy library

This document describes a trend-following system that compares two configurable double exponential moving averages (DEMAs). A cross of the faster line above the slower line signals a long entry, while a downward cross signals a short entry. An optional third…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This tutorial describes a bot that receives TradingView-style webhook commands through the FMZ platform and translates them into spot or futures orders. Signals carry fields for an exchange index, trading pair, contract type, price, action, and amount. The…

ExecuçãoFuturosMercados à vistaMicroestrutura de mercado
Strategy library

This document presents a configurable daily-timeframe strategy framework built from five ICT or smart-money-concept modules: acceptance and rejection at support or resistance, swing failure patterns, higher-timeframe liquidity magnets, displacement moves,…

Indicadores técnicosGestão do riscoDimensionamento de posiçõesExecução
Strategy library

The WAMI strategy combines one-period price momentum with a weighted moving average and two stages of exponential smoothing. It compares the resulting indicator with a configurable trigger: readings above the trigger set a long position, while readings below…

CriptoativosFuturosSeguimento de tendênciasMomentum
Strategy library

This strategy enters long when price crosses above a simple moving average and short when it crosses below. It combines an initial stop, a rule to move protection to the entry price after a favorable move, and two profit objectives that scale out a larger…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This strategy combines a simple moving average with Bollinger Bands to generate long and short entries. A close crossing above the SMA is paired with a close above the upper band for a long signal; a cross below the SMA and close below the lower band…

FuturosSeguimento de tendênciasRutura de níveisIndicadores técnicos
Strategy library

This strategy seeks long entries when price moves below the lower Bollinger Band, with an RSI threshold and optional candle filters intended to qualify the signal. The described conditions include RSI below 30, a candle body larger than half the recent…

FuturosSeguimento de tendênciasIndicadores técnicosGestão do risco
Strategy library

This document explains a debugging technique for trading systems whose JavaScript files are combined into one hosted script. It records the bundled line offset corresponding to a known line in each original file, then uses error stack information to map a…

Execução
Strategy library

This example strategy uses a 14-period Relative Strength Index (RSI) with overbought and oversold thresholds to generate long and short signals. It also describes custom conditions, risk-based position sizing, fixed take-profit and stop-loss levels, chart…

CriptoativosFuturosIndicadores técnicosGestão do risco